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path: root/src/policy/fees.cpp
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2017-06-15Merge #10284: Always log debug information for fee calculation in ↵Wladimir J. van der Laan
CreateTransaction 1bebfc8 Output Fee Estimation Calculations in CreateTransaction (Alex Morcos) Tree-SHA512: e25a27f7acbbc3a666d5d85da2554c5aaec4c923ee2fdbcfc532c29c6fbdec3c9e0d6ae6044543ecc339e7bd81df09c8d228e0b53a2c5c2dae0f1098c9453272
2017-06-13Output Fee Estimation Calculations in CreateTransactionAlex Morcos
2017-06-09Merge #10521: Limit variable scopePieter Wuille
90593ed92 Limit variable scope (practicalswift) Tree-SHA512: 4719e303688a31aefbe1d239e86b21dd3c2045524e08bd628c6ba0c6c2a97de14d04305b9beafe0b1dcde7229793e6663168953f192e88ed409be5c30fd2a9a9
2017-06-05Merge #10422: Fix timestamp in fee estimate debug messageWladimir J. van der Laan
8d4f401 Fix timestamp in fee estimate debug message (Alex Morcos) Tree-SHA512: eb015ddbb9f52f0f84706a16e503d2894dceed4e796979858ca8bdd7f0ec15bf7646ca3f411b06ff099308c91ca498916778e6bd52db00365baaae1d2f4218f2
2017-06-05Limit variable scopepracticalswift
2017-05-26Merge #10419: [trivial] Fix three recently introduced typosPieter Wuille
efc2e3302 [trivial] Fix three recently introduced typos (practicalswift) Tree-SHA512: 99e97f3c1350299dfce9c0c35547d480f25c0b877da311d9120f113afd3089eda31b88b2378e2370f288b0c41bb69cee0fd3abca661cd93d5a56982f90709f91
2017-05-23[trivial] Fix three recently introduced typospracticalswift
``` $ git blame src/policy/fees.cpp | grep becuase 3810e976 (2017-03-07 11:33:44 -0500 789) * checks for 2*target becuase we are taking the max over all time $ git blame src/policy/fees.h | grep successfullly 2d2e1705 (2017-04-12 12:29:03 -0400 54) * representing that a tx was successfullly confirmed in less than or equal to $ git blame src/wallet/feebumper.cpp | grep "hasen't" a3878374 (2017-05-11 09:34:39 +0200 258) // make sure the transaction still has no descendants and hasen't been mined in the meantime ```
2017-05-19Use range-based for loops (C++11) when looping over vector elementspracticalswift
2017-05-18Fix timestamp in fee estimate debug messageAlex Morcos
2017-05-17Merge #10199: Better fee estimatesPieter Wuille
38bc1ec Make more json-like output from estimaterawfee (Alex Morcos) 2d2e170 Comments and improved documentation (Alex Morcos) ef589f8 minor cleanup: remove unnecessary variable (Alex Morcos) 3ee76d6 Introduce a scale factor (Alex Morcos) 5f1f0c6 Historical block span (Alex Morcos) aa19b8e Clean up fee estimate debug printing (Alex Morcos) 10f7cbd Track first recorded height (Alex Morcos) 3810e97 Rewrite estimateSmartFee (Alex Morcos) c7447ec Track failures in fee estimation. (Alex Morcos) 4186d3f Expose estimaterawfee (Alex Morcos) 2681153 minor refactor: explicitly track start of new bucket range and don't update curNearBucket on final loop. (Alex Morcos) 1ba43cc Make EstimateMedianVal smarter about small failures. (Alex Morcos) d3e30bc Refactor to update moving average on fly (Alex Morcos) e5007ba Change parameters for fee estimation and estimates on all 3 time horizons. (Alex Morcos) c0a273f Change file format for fee estimates. (Alex Morcos) Tree-SHA512: 186e7508d86a1f351bb656edcd84ee9091f5f2706331eda9ee29da9c8eb5bf67b8c1f2abf6662835560e7f613b1377099054f20767f41ddcdbc89c4f9e78946d
2017-05-10Comments and improved documentationAlex Morcos
2017-05-10minor cleanup: remove unnecessary variableAlex Morcos
2017-05-10Introduce a scale factorAlex Morcos
For the per confirmation number tracking of data, introduce a scale factor so that in the longer horizones confirmations are bucketed together at a resolution of the scale. (instead of 1008 individual data points for each fee bucket, have 42 data points each covering 24 different confirmation values.. (1-24), (25-48), etc.. )
2017-05-10Historical block spanAlex Morcos
Store in fee estimate file the block span for which we were tracking estimates, so we know what targets we can successfully evaluate with the data in the file. When restarting use either this historical block span to set valid range of targets until our current span of tracking estimates is just as long.
2017-05-10Clean up fee estimate debug printingAlex Morcos
2017-05-10Track first recorded heightAlex Morcos
Track the first time we seen txs in a block that we have been tracking in our mempool. Used to evaluate validity of fee estimates for different targets.
2017-05-10Rewrite estimateSmartFeeAlex Morcos
Change the logic of estimateSmartFee to check a 60% threshold at half the target, a 85% threshold at the target and a 95% threshold at double the target. Always check the shortest time horizon possible and ensure that estimates are monotonically decreasing. Add a conservative mode, which makes sure that the 95% threshold is also met at longer time horizons as well.
2017-05-10Track failures in fee estimation.Alex Morcos
Start tracking transactions which fail to confirm within the target and are then evicted or otherwise leave mempool. Fix slight error in unit test.
2017-05-10Expose estimaterawfeeAlex Morcos
Track information the ranges of fee rates that were used to calculate the fee estimates (the last range of fee rates in which the data points met the threshold and the first to fail) and provide an RPC call to return this information.
2017-05-10minor refactor: explicitly track start of new bucket range and don't update ↵Alex Morcos
curNearBucket on final loop.
2017-05-10Make EstimateMedianVal smarter about small failures.Alex Morcos
Instead of stopping if it encounters a "sufficient" number of transactions which don't meet the threshold for being confirmed within the target, it keeps looking to add more transactions to see if there is a temporary blip in the data. This allows a smaller number of required data points.
2017-05-10Refactor to update moving average on flyAlex Morcos
2017-05-10Change parameters for fee estimation and estimates on all 3 time horizons.Alex Morcos
Make feerate buckets smaller (5% instead of 10%) and make the 3 different horizons have half lifes of 3 hours, 1 day and 1 week respectively.
2017-04-23Trivial: fix fee estimate write error log messageCryptAxe
2017-04-20Change file format for fee estimates.Alex Morcos
Move buckets and bucketMap to be stored as part of overall serialization of estimator. Add some placeholder data so file format is only changed once. Maintain 3 different TxConfirmStats with potential for different decays and scales.
2017-04-10MOVEONLY: move TxConfirmStats to cppAlex Morcos
2017-04-10Initialize TxConfirmStats in constructorAlex Morcos
and change to storing as a pointer.
2017-04-10Read and Write fee estimate file directly from CBlockPolicyEstimatorAlex Morcos
2017-04-10Call estimate(Smart)Fee directly from CBlockPolicyEstimatorAlex Morcos
2017-04-10Give CBlockPolicyEstimator it's own lockAlex Morcos
2017-04-01Change LogAcceptCategory to use uint32_t rather than sets of strings.Gregory Maxwell
This changes the logging categories to boolean flags instead of strings. This simplifies the acceptance testing by avoiding accessing a scoped static thread local pointer to a thread local set of strings. It eliminates the only use of boost::thread_specific_ptr outside of lockorder debugging. This change allows log entries to be directed to multiple categories and makes it easy to change the logging flags at runtime (e.g. via an RPC, though that isn't done by this commit.) It also eliminates the fDebug global. Configuration of unknown logging categories now produces a warning.
2017-03-07Merge #9548: Remove min reasonable feeWladimir J. van der Laan
ad82cb0 Remove unnecessary min fee argument in CTxMemPool constructor (Alex Morcos) 2a7b56c CBlockPolicyEstimator now uses hard coded minimum bucket feerate (Alex Morcos) ac9d3d2 Change fee estimation bucket limit variable names (Alex Morcos) Tree-SHA512: 6e3bc7df3497ed60c7620845d222063e33a0238020f5c3316e61e0eff758078588ea8dd51196ceb59aa561ba106f8cdae62cebe521adb3247108bb49f15252d6
2017-02-27[cleanup] Remove estimatePriority and estimateSmartPriorityAlex Morcos
Unused everywhere now except one test.
2017-02-21Remove harmless read of unusued priority estimatesAlex Morcos
2017-01-17CBlockPolicyEstimator now uses hard coded minimum bucket feerateAlex Morcos
2017-01-17Change fee estimation bucket limit variable namesAlex Morcos
2017-01-04Fix edge case with stale fee estimatesAlex Morcos
2017-01-04Add clarifying comments to fee estimationAlex Morcos
2017-01-04Add extra logging to processBlock in fee estimation.Alex Morcos
2017-01-04Pass pointers to existing CTxMemPoolEntries to fee estimationAlex Morcos
2017-01-04Always update fee estimates on new blocks.Alex Morcos
All decisions about whether the transactions are valid data points are made at the time the transaction arrives. Updating on blocks all the time will now cause stale fee estimates to decay quickly when we restart a node.
2017-01-04rename bool to validFeeEstimateAlex Morcos
2017-01-04Remove member variable hadNoDependencies from CTxMemPoolEntryAlex Morcos
Fee estimation can just check its own mapMemPoolTxs to determine the same information. Note that now fee estimation for block processing must happen before those transactions are removed, but this shoudl be a speedup.
2017-01-04Remove extraneous LogPrint from fee estimationAlex Morcos
Once priority estimation was removed, not all transactions in the mempool are tracked in the fee estimation mempool tracking. So there is no error if a transaction is not found for removal.
2017-01-04Merge #9288: Fix a bug if the min fee is 0 for FeeFilterRounderWladimir J. van der Laan
f8d43b8 Avoid rollingMinimumFeeRate never being able to decay below half (Alex Morcos) eab8e1b fix a bug if the min fee is 0 for FeeFilterRounder (Alex Morcos)
2016-12-31Increment MIT Licence copyright header year on files modified in 2016isle2983
Edited via: $ contrib/devtools/copyright_header.py update .
2016-12-08fix a bug if the min fee is 0 for FeeFilterRounderAlex Morcos
2016-11-29Disable fee estimates for a confirm target of 1 blockAlex Morcos
2016-11-07Merge #7730: Remove priority estimationWladimir J. van der Laan
0bd581a add release notes for removal of priority estimation (Alex Morcos) b2322e0 Remove priority estimation (Alex Morcos)
2016-11-07Remove priority estimationAlex Morcos
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